BNP Paribas Call 480 Orsted A/S 2.../  DE000PC9RY19  /

EUWAX
25/07/2024  10:00:01 Chg.0.000 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.310EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 480.00 DKK 21/03/2025 Call
 

Master data

WKN: PC9RY1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 21/03/2025
Issue date: 14/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.85
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.55
Parity: -1.20
Time value: 0.33
Break-even: 67.62
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.34
Theta: -0.01
Omega: 5.45
Rho: 0.10
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -18.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.440 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -